+7.4%
HAL vs VALE
+493.0%
-485.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -1.3% | -1.8% | +0.5% | -0.5% |
| 30D | +10.9% | +6.7% | +4.2% | +7.1% |
| 3M | -5.8% | +4.9% | -10.7% | -8.8% |
| 6M | +8.1% | +3.6% | +4.5% | +4.1% |
| YTD | +33.2% | +21.9% | +11.3% | +16.8% |
| 1Y | +74.2% | +61.6% | +12.6% | +31.6% |
| 3Y | -3.7% | +52.1% | -55.8% | -27.5% |
| 5Y | +111.9% | +43.2% | +68.7% | +57.8% |
| 10Y | +7.4% | +521.5% | -514.1% | -52.6% |
| All | +7.4% | +493.0% | -485.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling